NYMEX Natural Gas Future June 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
6.796 |
6.610 |
-0.186 |
-2.7% |
6.710 |
| High |
6.796 |
6.995 |
0.199 |
2.9% |
6.994 |
| Low |
6.525 |
6.550 |
0.025 |
0.4% |
6.565 |
| Close |
6.562 |
6.941 |
0.379 |
5.8% |
6.645 |
| Range |
0.271 |
0.445 |
0.174 |
64.2% |
0.429 |
| ATR |
0.269 |
0.282 |
0.013 |
4.7% |
0.000 |
| Volume |
1,556 |
1,816 |
260 |
16.7% |
8,558 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.164 |
7.997 |
7.186 |
|
| R3 |
7.719 |
7.552 |
7.063 |
|
| R2 |
7.274 |
7.274 |
7.023 |
|
| R1 |
7.107 |
7.107 |
6.982 |
7.191 |
| PP |
6.829 |
6.829 |
6.829 |
6.870 |
| S1 |
6.662 |
6.662 |
6.900 |
6.746 |
| S2 |
6.384 |
6.384 |
6.859 |
|
| S3 |
5.939 |
6.217 |
6.819 |
|
| S4 |
5.494 |
5.772 |
6.696 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.022 |
7.762 |
6.881 |
|
| R3 |
7.593 |
7.333 |
6.763 |
|
| R2 |
7.164 |
7.164 |
6.724 |
|
| R1 |
6.904 |
6.904 |
6.684 |
6.820 |
| PP |
6.735 |
6.735 |
6.735 |
6.692 |
| S1 |
6.475 |
6.475 |
6.606 |
6.391 |
| S2 |
6.306 |
6.306 |
6.566 |
|
| S3 |
5.877 |
6.046 |
6.527 |
|
| S4 |
5.448 |
5.617 |
6.409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.995 |
6.525 |
0.470 |
6.8% |
0.254 |
3.7% |
89% |
True |
False |
1,330 |
| 10 |
6.995 |
6.500 |
0.495 |
7.1% |
0.238 |
3.4% |
89% |
True |
False |
1,544 |
| 20 |
7.599 |
6.500 |
1.099 |
15.8% |
0.260 |
3.8% |
40% |
False |
False |
1,369 |
| 40 |
8.140 |
6.500 |
1.640 |
23.6% |
0.222 |
3.2% |
27% |
False |
False |
1,284 |
| 60 |
8.545 |
6.500 |
2.045 |
29.5% |
0.228 |
3.3% |
22% |
False |
False |
1,067 |
| 80 |
9.304 |
6.500 |
2.804 |
40.4% |
0.226 |
3.3% |
16% |
False |
False |
958 |
| 100 |
11.335 |
6.500 |
4.835 |
69.7% |
0.235 |
3.4% |
9% |
False |
False |
875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.886 |
|
2.618 |
8.160 |
|
1.618 |
7.715 |
|
1.000 |
7.440 |
|
0.618 |
7.270 |
|
HIGH |
6.995 |
|
0.618 |
6.825 |
|
0.500 |
6.773 |
|
0.382 |
6.720 |
|
LOW |
6.550 |
|
0.618 |
6.275 |
|
1.000 |
6.105 |
|
1.618 |
5.830 |
|
2.618 |
5.385 |
|
4.250 |
4.659 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6.885 |
6.881 |
| PP |
6.829 |
6.820 |
| S1 |
6.773 |
6.760 |
|